| Trading Metrics calculated at close of trading on 07-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2023 |
07-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
4,501.0 |
4,510.0 |
9.0 |
0.2% |
4,408.0 |
| High |
4,536.0 |
4,524.0 |
-12.0 |
-0.3% |
4,469.0 |
| Low |
4,499.0 |
4,502.0 |
3.0 |
0.1% |
4,370.0 |
| Close |
4,530.0 |
4,513.0 |
-17.0 |
-0.4% |
4,457.0 |
| Range |
37.0 |
22.0 |
-15.0 |
-40.5% |
99.0 |
| ATR |
39.0 |
38.3 |
-0.8 |
-2.0% |
0.0 |
| Volume |
101,147 |
154,628 |
53,481 |
52.9% |
125,498 |
|
| Daily Pivots for day following 07-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,579.0 |
4,568.0 |
4,525.1 |
|
| R3 |
4,557.0 |
4,546.0 |
4,519.1 |
|
| R2 |
4,535.0 |
4,535.0 |
4,517.0 |
|
| R1 |
4,524.0 |
4,524.0 |
4,515.0 |
4,529.5 |
| PP |
4,513.0 |
4,513.0 |
4,513.0 |
4,515.8 |
| S1 |
4,502.0 |
4,502.0 |
4,511.0 |
4,507.5 |
| S2 |
4,491.0 |
4,491.0 |
4,509.0 |
|
| S3 |
4,469.0 |
4,480.0 |
4,507.0 |
|
| S4 |
4,447.0 |
4,458.0 |
4,500.9 |
|
|
| Weekly Pivots for week ending 01-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,729.0 |
4,692.0 |
4,511.5 |
|
| R3 |
4,630.0 |
4,593.0 |
4,484.2 |
|
| R2 |
4,531.0 |
4,531.0 |
4,475.2 |
|
| R1 |
4,494.0 |
4,494.0 |
4,466.1 |
4,512.5 |
| PP |
4,432.0 |
4,432.0 |
4,432.0 |
4,441.3 |
| S1 |
4,395.0 |
4,395.0 |
4,447.9 |
4,413.5 |
| S2 |
4,333.0 |
4,333.0 |
4,438.9 |
|
| S3 |
4,234.0 |
4,296.0 |
4,429.8 |
|
| S4 |
4,135.0 |
4,197.0 |
4,402.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,536.0 |
4,435.0 |
101.0 |
2.2% |
33.6 |
0.7% |
77% |
False |
False |
90,226 |
| 10 |
4,536.0 |
4,370.0 |
166.0 |
3.7% |
30.8 |
0.7% |
86% |
False |
False |
52,802 |
| 20 |
4,536.0 |
4,220.0 |
316.0 |
7.0% |
31.6 |
0.7% |
93% |
False |
False |
27,003 |
| 40 |
4,536.0 |
4,034.0 |
502.0 |
11.1% |
37.3 |
0.8% |
95% |
False |
False |
14,621 |
| 60 |
4,536.0 |
4,034.0 |
502.0 |
11.1% |
39.1 |
0.9% |
95% |
False |
False |
9,993 |
| 80 |
4,536.0 |
4,034.0 |
502.0 |
11.1% |
30.4 |
0.7% |
95% |
False |
False |
7,546 |
| 100 |
4,557.0 |
4,034.0 |
523.0 |
11.6% |
24.7 |
0.5% |
92% |
False |
False |
6,037 |
| 120 |
4,557.0 |
4,034.0 |
523.0 |
11.6% |
20.6 |
0.5% |
92% |
False |
False |
5,031 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,617.5 |
|
2.618 |
4,581.6 |
|
1.618 |
4,559.6 |
|
1.000 |
4,546.0 |
|
0.618 |
4,537.6 |
|
HIGH |
4,524.0 |
|
0.618 |
4,515.6 |
|
0.500 |
4,513.0 |
|
0.382 |
4,510.4 |
|
LOW |
4,502.0 |
|
0.618 |
4,488.4 |
|
1.000 |
4,480.0 |
|
1.618 |
4,466.4 |
|
2.618 |
4,444.4 |
|
4.250 |
4,408.5 |
|
|
| Fisher Pivots for day following 07-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
4,513.0 |
4,505.8 |
| PP |
4,513.0 |
4,498.7 |
| S1 |
4,513.0 |
4,491.5 |
|